NPTEL MOOC Estimation: Assignment #1

1. In the context of estimation, the probability density function (PDF) of the observations,
viewed as a function of the unknown parameter h is termed as the
a. Objective Function
b. Likelihood Function
c. Cost Function
d. Estimation Function

2. The estimation framework described in the lectures is,

a. Maximum Cost Estimation
b. Minimum Objective Estimation
c. Minimum Error Estimation
d. Maximum Likelihood Estimation

3. Consider the wireless sensor network (WSN) estimation scenario described in lectures
with each observation y(k) = h + v(k), for 1 k 5, i.e. number of observations N = 5 and
IID Gaussian noise samples of dB variance 2 = - 3 dB i.e. 10log102 = -3. Let the
observations be y(1) = 1, y(2) = 1, y(3) = 2, y(4) = 3/2, y(5) = 5/2. What is the maximum
likelihood estimate h of the unknown parameter h
a. 6/5
b. 7/5
c. 8/5
d. 9/5

4. Consider the wireless sensor network (WSN) estimation scenario described in lectures
with each observation y(k) = h + v(k), for 1 k 5, i.e. number of observations N = 5 and
IID Gaussian noise samples of dB variance 2 = - 3 dB i.e. 10log102 = -3. Let the
observations be y(1) = 1, y(2) = 1, y(3) = 2, y(4) = 3/2, y(5) = 5/2. What is the probability
density function of the maximum likelihood estimate h of the unknown parameter h
a. Gaussian
b. Exponential
c. Rayleigh
d. Uniform

5. Consider the wireless sensor network (WSN) estimation scenario described in lectures
with each observation y(k) = h + v(k), for 1 k 5, i.e. number of observations N = 5 and
IID Gaussian noise samples of dB variance 2 = - 3 dB i.e. 10log102 = -3. Let the
observations be y(1) = 1, y(2) = 1, y(3) = 2, y(4) = 3/2, y(5) = 5/2. The ML estimate given
by the sample mean has the following property.
 a. It is Unbiased
b. Gaussian distributed
c. Variance decreases as 1/N, where N is number of observations
d. All of the above

6. Consider the wireless sensor network (WSN) estimation scenario described in lectures
with each observation y(k) = h + v(k), for 1 k 5, i.e. number of observations N = 5 and
IID Gaussian noise samples of dB variance 2 = - 3 dB i.e. 10log102 = -3. Let the
observations be y(1) = 1, y(2) = 1, y(3) = 2, y(4) = 3/2, y(5) = 5/2. What is the mean of the
maximum likelihood estimate h of the unknown parameter h
a. 8/5
b. (8/5) h
c. h
d. h/5

7. Consider the wireless sensor network (WSN) estimation scenario described in lectures
with each observation y(k) = h + v(k), for 1 k 5, i.e. number of observations N = 5 and
IID Gaussian noise samples of dB variance 2 = - 3 dB i.e. 10log102 = -3. Let the
observations be y(1) = 1, y(2) = 1, y(3) = 2, y(4) = 3/2, y(5) = 5/2. What is the variance of
the maximum likelihood estimate h of the unknown parameter h
a. 1/5
b. 1/10
c. 2/5
d. 8/5

8. Consider the wireless sensor network (WSN) estimation scenario described in lectures
with each observation y(k) = h + v(k), for 1 k 5, i.e. number of observations N = 5 and
IID Gaussian noise samples of dB variance 2 = - 3 dB i.e. 10log102 = -3. Let the
observations be y(1) = 1, y(2) = 1, y(3) = 2, y(4) = 3/2, y(5) = 5/2. What is the probability
that the maximum likelihood estimate h lies within a radius of of the unknown
parameter h ? Let Q denote the Gaussian Q function introduced in the lectures.
5
a. 1 2Q

2
b. 1 2Q 5
15
c. 1 2Q

2

d. 1 2Q 10
9. Consider the wireless sensor network (WSN) estimation scenario described in lectures
with each observation y(k) = h + v(k), for 1 k N, i.e. number of observations is N and
IID Gaussian noise samples of dB variance 2 = - 3 dB i.e. 10log102 = -3. What is the
number of observations N required such that the probability that the maximum likelihood
1
estimate h lies within a radius of of the unknown parameter h is greater than
2 2
99.99%? Let Q denote the Gaussian Q function introduced in the lectures
a. 2Q99.99
b. 2Q1104
c. 2Q 1 5 105
d. 2Q 5 10
1 5 2

10. Consider the wireless sensor network (WSN) estimation scenario described in lectures
with each observation y(k) = h + v(k), for 1 k N, i.e. number of observations is N and
IID Gaussian noise samples of dB variance 2 = - 3 dB i.e. 10log102 = -3. What is the
number of observations N required such that the probability that the maximum likelihood
1
estimate h lies within a radius of of the unknown parameter h is greater than
2 2
99.999%? Let Q denote the Gaussian Q function introduced in the lectures
a. 2Q 5 10
1 6 2

b. 2Q 5 10
1 6

c. Q 10
1 6

d. 2Q 10
1 5

11. Consider the wireless sensor network (WSN) estimation scenario described in lectures
with each observation y(k) = h + v(k), for 1 k N, i.e. number of observations is N and
IID Gaussian noise samples of dB variance 2 = - 3 dB i.e. 10log102 = -3. What is the
number of observations N required such that the probability that the maximum likelihood
1
estimate h lies within a radius of of the unknown parameter h is greater than
4
99.999%? Let Q denote the Gaussian Q function introduced in the lectures
a. 2Q 5 10
1 6 2

b. 2 2Q 5 10
1 6 2

c. 2 2Q 1 5 106

d. 2Q 1 5 2 106
12. Consider now a slightly modified version of the wireless sensor network (WSN)
estimation scenario described in class with each observation y(k) = kh + v(k), for 1 k
N. Let the noise samples be IID Gaussian with mean zero and variance 2 each. What is
the maximum likelihood estimate h of the unknown parameter h?
1 N
a. yk
N k 1
N

kyk
2
b.
N N 1 k 1
N

kyk
6
c.
N N 1N 1 k 1
d. None of the above

13. Consider now a slightly modified version of the wireless sensor network (WSN)
estimation scenario described in class with each observation y(k) = kh + v(k), for 1 k
N. Let the noise samples be IID Gaussian with mean zero and variance 2 each. What is
the distribution of the maximum likelihood estimate h ?
a. Exponential
b. Gaussian
c. Uniform
d. Rayleigh

14. Consider now a slightly modified version of the wireless sensor network (WSN)
estimation scenario described in class with each observation y(k) = kh + v(k), for 1 k
N. Let the noise samples be IID Gaussian with mean zero and variance 2 each. What is
the mean of the maximum likelihood estimate h ?
a. kh
b. Nh
c. 2h
d. h

15. Consider now a slightly modified version of the wireless sensor network (WSN)
estimation scenario described in class with each observation y(k) = kh + v(k), for 1 k
N. Let the noise samples be IID Gaussian with mean zero and variance 2 each. What is
the variance of the maximum likelihood estimate h ?
6
a. 2
N N 12 N 1
 2
b.
N
2
c. 22
N N 1
2
d.
N2